For emulation enthusiasts, the most legal way is to dump your own cartridge using a dedicated USB ROM dumper (e.g., Retrode or Sanni Cartridge Reader).
Buy Sonic 3 and Knuckles (Global) (PC) - Steam - Digital Key sonic 3 knuckles steam rom
The Sonic 3 & Knuckles Steam ROM is a modified version of the original game, allowing it to run on PC through the Steam platform. The ROM is based on the original Sega Genesis game and has been optimized for modern hardware. For emulation enthusiasts, the most legal way is
Sonic 3 & Knuckles is a classic platformer game developed by Sega, released in 1994 for the Sega Genesis (known as Mega Drive outside North America). The game is a sequel to Sonic the Hedgehog 2 and follows Sonic and his friends as they try to stop Dr. Eggman's evil plans. Sonic 3 & Knuckles is a classic platformer
Here's a step-by-step guide to setting up the game on Steam: